title: Bayesian age-period-cohort models with versatile interactions and long-term predictions: mortality and population in Finland 1878-2050.
abstract: Age-period-cohort (APC) models are widely used for studying time trends of disease incidence or mortality. Model identifiability has become less of a problem with Bayesian APC models. These models are usually based on random walk (RW1, RW2) smoothing priors. For long and complex time series and for long predicted periods, these models as such may not be adequate. We present two extensions for the APC models. First, we introduce flexible interactions between the age, period and cohort effects based on a two-dimensional conditional autoregressive smoothing prior on the age/period plane. Our second extension uses autoregressive integrated (ARI) models to provide reasonable long-term predictions. To illustrate the utility of our model framework, we provide stochastic predictions for the Finnish male and female population, in 2010-2050. For that, we first study and forecast all-cause male and female mortality in Finland, 1878-2050, showing that using an interaction term is needed for fitting and interpreting the observed data. We then provide population predictions using a cohort component model, which also requires predictions for fertility and migration. As our main conclusion, ARI models have better properties for predictions than the simple RW models do, but mixing these prediction models with RW1 or RW2 smoothing priors for observed periods leads to a model that is not fully consistent. Further research with our model framework will concentrate on using a more consistent model for smoothing and prediction, such as autoregressive integrated moving average models with state-space methods or Gaussian process priors.
authors.affiliation: Chronic Disease Epidemiology and Prevention Unit, National Institute for Health and Welfare, Helsinki, Finland; Department of Biomedical Engineering and Computational Science, Aalto University, Espoo, Finland.
authors.forename: Aki S
authors.initials: AS
authors.lastname: Havulinna
mesh_terms: D001499:Bayes Theorem; D015331:Cohort Studies; D005260:Female; D005387:Finland; D005544:Forecasting; D006801:Humans; D008297:Male; D015233:Models, Statistical; D011157:Population Dynamics; D013269:Stochastic Processes
keywords: ARIMA; Bayesian; age-period-cohort; interactions; mortality; population; random walk smoothing; stochastic predictions